+445.6%
AG vs CCEP
+1,568.0%
-1,122.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -0.8% |
| 7D | +1.0% | -3.1% | +4.1% | +2.2% |
| 30D | +19.2% | -2.6% | +21.8% | +20.1% |
| 3M | +6.2% | +14.9% | -8.8% | 0.0% |
| 6M | -26.7% | +2.3% | -28.9% | -27.8% |
| YTD | +26.1% | +17.8% | +8.3% | +17.4% |
| 1Y | +131.7% | +24.2% | +107.4% | +110.2% |
| 3Y | +255.3% | +84.7% | +170.6% | +175.9% |
| 5Y | +61.9% | +103.2% | -41.3% | +19.6% |
| 10Y | +72.0% | +257.4% | -185.3% | -7.0% |
| All | +445.6% | +1,568.0% | -1,122.3% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CCEP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling